Robert E. Cumby : Citation Profile

Are you Robert E. Cumby?

Georgetown University

25

H index

37

i10 index

2591

Citations

RESEARCH PRODUCTION:

38

Articles

33

Papers

7

Chapters

RESEARCH ACTIVITY:

   38 years (1980 - 2018). See details.
   Cites by year: 68
   Journals where Robert E. Cumby has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 25 (0.96 %)

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   Permalink: http://citec.repec.org/pcu115
   Updated: 2022-10-01    RAS profile: 2018-05-16    
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Relations with other researchers

Works with:

Diba, Behzad (2)

Canzoneri, Matthew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert E. Cumby.

Is cited by:

Chinn, Menzie (51)

Cheung, Yin-Wong (42)

Creel, Jerome (35)

Fujii, Eiji (31)

Afonso, Antonio (30)

Minford, A. Patrick (22)

Engel, Charles (19)

Corsetti, Giancarlo (19)

MacDonald, Ronald (18)

Lane, Philip (17)

Frankel, Jeffrey (17)

Cites to:

Canzoneri, Matthew (57)

Diba, Behzad (54)

Woodford, Michael (29)

Lopez-Salido, David (28)

Christiano, Lawrence (28)

Galí, Jordi (23)

Schmitt-Grohe, Stephanie (21)

Uribe, Martín (21)

Pesenti, Paolo (17)

Levin, Andrew (17)

Eichenbaum, Martin (16)

Main data

Where Robert E. Cumby has published?

Journals with more than one article published# docs
Journal of International Economics6
Journal of International Money and Finance5
Journal of Monetary Economics4
Open Economies Review3
Japan and the World Economy2
Journal of Economic Dynamics and Control2
Journal of Finance2
Journal of Money, Credit and Banking2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc18
CEPR Discussion Papers / C.E.P.R. Discussion Papers6

Recent works citing Robert E. Cumby (2022 and 2021)

YearTitle of citing document
2021Asymmetric Effects of Fiscal Deficit on Monetary Policy Transmission in Tanzania. (2021). , Michael ; Mwankemwa, Lusajo P. In: African Journal of Economic Review. RePEc:ags:afjecr:315812.

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2021NATIONAL POLICIES IN RESPONSE TO THE COVID-19 PANDEMIC: THE CASE OF FRIULI-VENEZIA-GIULIA AND UMBRIA. (2021). SANTOLINI, RAFFAELLA ; Merkaj, Elvina. In: Working Papers. RePEc:anc:wpaper:456.

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2022THE COVID-19 GREEN CERTIFICATES EFFECT ON VACCINE UPTAKE IN ITALIAN REGIONS. (2022). SANTOLINI, RAFFAELLA. In: Working Papers. RePEc:anc:wpaper:468.

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2022What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

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2021.

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2021Households saving and financial spillovers in the Euro area. (2021). Huart, Florence ; Sangare, Ibrahima ; Badarau, Cristina. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:660-687.

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2021Are the risk attitudes of professional investors affected by personal catastrophic experiences?. (2021). Kecskes, Ambrus ; Bhagwat, Vineet ; Bernile, Gennaro ; Nguyen, Phuong Anh. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:455-486.

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2021The Consumption Euler Equation or the Keynesian Consumption Function?. (2021). Jansen, Eilev S ; Cappelen, Dne ; Boug, PL ; Swensen, Anders Rygh ; RyghSwensen, Anders. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:252-272.

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2021Exogenous and endogenous sterilisation under managed exchange rates. (2021). Pantelopoulos, George. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:4:p:756-779.

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2021Outliers and misleading leverage effect in asymmetric GARCH-type models. (2021). Carnero, M. Angeles ; Angeles, Carnero M ; Ana, Perez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:19:n:2.

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2022Commodity Futures Hedge Ratios: A Meta-Analysis. (2022). Bohl, Martin T ; Biakowski, Jdrzej ; Perera, Devmali. In: Working Papers in Economics. RePEc:cbt:econwp:22/12.

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2021Manufacturing Risk-Free Government Debt. (2021). Xiaolan, Mindy Z ; van Nieuwerburgh, Stijn ; Lustig, Hanno ; Jiang, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8902.

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2021Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961.

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2022Fiscal Sustainability, Fiscal Reactions, Pitfalls and Determinants. (2022). Afonso, Antonio ; Coelho, Jose Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9635.

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2022The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data. (2022). Legrand, Nicolas ; Gouel, Christophe. In: Working Papers. RePEc:cii:cepidt:2022-04.

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2021Indonesia’s Bank Response of Interest Rates to the Prices of World Crude Oil and Foreign Rates of Interest. (2021). Sinambela, Elizar ; Hani, Syafrida. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-65.

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2021Monitoring exchange rate instability in 12 selected Islamic economies. (2021). Bhatti, Ishaq M ; Zarei, Alireza ; Ariff, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000617.

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2022Car restriction policies and housing markets. (2022). Lyu, Xueying. In: Journal of Development Economics. RePEc:eee:deveco:v:156:y:2022:i:c:s0304387822000268.

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2021Behavioural? equilibrium real exchange rates and misalignments: Evidence from large emerging markets. (2021). Goyal, Ashima ; Banerjee, Krittika. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:414-436.

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2021Monetary–fiscal policy regime and macroeconomic dynamics in China. (2021). Liu, Ding ; Chang, Long ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:121-135.

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2022The inflation response to government spending shocks: A fiscal price puzzle?. (2022). Ravn, Søren Hove ; Jorgensen, Peter L. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002634.

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2022Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

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2022Financial development, renewable energy and CO2 emission in G7 countries: New evidence from non-linear and asymmetric analysis. (2022). Sinha, Avik ; Ullah, Saif ; Hassan, Arshad ; Sheraz, Muhammad ; Xu, Deyi. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001669.

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2021Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914.

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2022Italian national policies in response to the COVID-19 pandemic: The case of the Friuli-Venezia-Giulia and Umbria Regions. (2022). SANTOLINI, RAFFAELLA ; Merkaj, Elvina. In: Health Policy. RePEc:eee:hepoli:v:126:y:2022:i:4:p:287-293.

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2022Patterns of invoicing currency in global trade: New evidence. (2022). Mehl, Arnaud ; Nguyen, Tra ; le Mezo, Helena ; Gopinath, Gita ; Georgiadis, Georgios ; Casas, Camila ; Boz, Emine. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000368.

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2021The political pressure from the US upon RMB exchange rate. (2021). Evi, Aleksandar ; Chen, Zhongfei ; Guo, Wei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000123.

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2022On the heterogeneous link between public debt and economic growth. (2022). Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000208.

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2021The cost of banking crises: Does the policy framework matter?. (2021). Levieuge, Grégory ; Pradines-Jobet, Florian ; Lucotte, Yannick. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302461.

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2021Not all government budget deficits are created equal: Evidence from advanced economies sovereign bond markets. (2021). Peppel-Srebrny, Jemima. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s026156062100111x.

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2021Transportation capital and its effects on the U.S. economy: A general equilibrium approach. (2021). Winston, Clifford ; Gallen, Trevor S. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000392.

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2021Credit frictions, fiscal imbalances, monetary policy autonomy, and monetary policy rules. (2021). Rashid, Abdul ; Waheed, Farah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494920300396.

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2021Patterns of foreign exchange intervention under inflation targeting. (2021). Adler, Gustavo ; Wang, Zijiao ; Chang, Kyun Suk. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:4:s2666143821000259.

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2021Institutions, tax evasion, and optimal policy. (2021). Aruoba, S. Boragan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:212-229.

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2021Cross hedging with stock index futures. (2021). Mohamad, Azhar ; Zainudin, Ahmad Danial. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:128-144.

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2021International equity U.S. mutual funds and diversification benefits. (2021). Fletcher, Jonathan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:246-257.

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2022The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001318.

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2022Drivers of inequality: wages vs. profits in European industries. (2022). Coveri, Andrea ; Pianta, Mario. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:230-242.

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2021Can religions explain cross country differences in innovative activities?. (2021). Wang, Cong. In: Technovation. RePEc:eee:techno:v:107:y:2021:i:c:s0166497221000663.

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2021Redistribution and the Monetary–Fiscal Policy Mix. (2021). Yang, Choongryul ; Lee, Jae Won ; Bhattarai, Saroj. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-13.

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2021Interest, Reserves, and Prices. (2021). Benigno, Gianluca. In: Staff Reports. RePEc:fip:fednsr:92400.

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2022Managing Monetary Policy Normalization. (2022). Benigno, Gianluca. In: Staff Reports. RePEc:fip:fednsr:94162.

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2022Managing Monetary Policy Normalization. (2022). Benigno, Gianluca. In: Staff Reports. RePEc:fip:fednsr:94241.

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2021The Odds of Profitable Market Timing. (2021). Ghezzi, Luca ; Buzzacchi, Luigi. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:250-:d:568685.

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2021Impacts of Infectious Disease Outbreaks on Firm Performance and Risk: The Forest Industries during the COVID-19 Pandemic. (2021). Tromborg, Erik ; Lien, Gudbrand ; Stordal, Stle. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:318-:d:592472.

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2022Artificial Intelligence and Firm Performance: Does Machine Intelligence Shield Firms from Risks?. (2022). Le, Bryan ; Jin, Shan ; Gan, Christopher ; Tu, Linh. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:302-:d:859590.

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2021.

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2021.

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2021Is Inflation Fiscally Determined?. (2021). Nagayasu, Jun ; Bazzaoui, Lamia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11306-:d:655296.

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2022Another Prospective on Real Exchange Rate and the Traded Goods Prices: Revisiting Balassa–Samuelson Hypothesis. (2022). Bhatti, Muhammad Ishaq ; Ghouse, Ghulam ; Ishaq, Maryam. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7529-:d:843736.

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2021Establishing a fiscal dialogue in Europe. (2021). Creel, Jerome. In: Working Papers. RePEc:hal:wpaper:hal-03363670.

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2022What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020. (2022). Kaufmann, Daniel ; Tille, Cedric ; Stuart, Rebecca ; Hauzenberger, Niko. In: IRENE Working Papers. RePEc:irn:wpaper:22-03.

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2022Fiscal sustainability, fiscal reactions, pitfalls and determinants. (2022). Afonso, Antonio ; Coelho, Jose Carlos. In: Working Papers REM. RePEc:ise:remwps:wp02192022.

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2022The Power of Linear Methods in Determining the Dominant Fiscal Regime: A Research on Turkiye. (2022). Oktayer, Asuman ; Masatci, Kaan . In: Journal of Economy Culture and Society. RePEc:ist:iujecs:v:65:2022:65:1:p:375-394.

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2021The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability. (2021). Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Campigli, Francesco. In: Working Papers. RePEc:jau:wpaper:2021/03.

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2021Does infrastructure facilitate trade connectivity? Evidence from the ASEAN. (2021). TAGHIZADEH-HESARY, Farhad ; Vidya, C T. In: Asia Europe Journal. RePEc:kap:asiaeu:v:19:y:2021:i:1:d:10.1007_s10308-021-00614-6.

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2021On the Non-Linear Relationship between Fiscal Deficit and Inflation: The Nigeria Experience. (2021). Oyeleke, Olusola Joel. In: International Advances in Economic Research. RePEc:kap:iaecre:v:27:y:2021:i:2:d:10.1007_s11294-021-09822-7.

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2021Fiscal Federalism in a Monetary Union: The No-Cooperation Pitfall. (2021). Kempf, Hubert. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:1:d:10.1007_s11079-019-09571-5.

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2021What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?. (2021). Rhee, Changyong ; Kang, Kenneth H ; Oeking, Anne ; Hong, Gee Hee. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:2:d:10.1007_s11079-020-09594-3.

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2021Did the Unconventional Monetary Policy of the U.S. Hurt Emerging Markets?. (2021). Kim, Yunsang ; Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:2:d:10.1007_s11079-021-09616-8.

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2021A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium. (2021). Afat, Dinçer ; Frommel, Michael. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:3:d:10.1007_s11079-020-09605-3.

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2021Mean-variance hedging in the presence of estimation risk. (2021). Chiu, Wan-Yi. In: Review of Derivatives Research. RePEc:kap:revdev:v:24:y:2021:i:3:d:10.1007_s11147-021-09176-6.

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2022The Price Effects of Competition from Parallel Imports and Therapeutic Alternatives: Using Dynamic Models to Estimate the Causal Effect on the Extensive and Intensive Margins. (2022). Granlund, David. In: Review of Industrial Organization. RePEc:kap:revind:v:60:y:2022:i:1:d:10.1007_s11151-021-09834-x.

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2022Is Foreign Debt Management in Gabon Efficient?. (2022). Mouandat, Scott Rgifre. In: Management Dynamics in the Knowledge Economy. RePEc:nup:jrmdke:v:10:y:2022:i:1:82-94.

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2021Aplicación de la hipótesis de paridad de poder adquisitivo en el pronóstico de la tasa de cambio del peso colombiano contra el dólar estadounidense || Application of the purchasing power parity hypoth. (2021). Pea, Nicolas Aguilera ; Jimenez-Mendez, Edgar Ricardo. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:32:y:2021:i:1:p:29-48.

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2021Establishing a Fiscal Dialogue in Europe. (2021). Creel, Jerome. In: Comparative Economic Studies. RePEc:pal:compes:v:63:y:2021:i:3:d:10.1057_s41294-021-00144-5.

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2021Price dynamics, LOP and quantile regressions. (2021). Santeramo, Fabio. In: MPRA Paper. RePEc:pra:mprapa:107454.

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2021Examining sustainability of government debt in India: post Covid prospects. (2021). Trehan, Ragini ; Kapur, Tarrung ; Bharadwaj, Muralikrishna ; Srivastava, Dinesh Kumar . In: MPRA Paper. RePEc:pra:mprapa:108342.

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2021Productivity and Real Exchange Rates for India: Does Balassa-Samuelson Effect Explain?. (2021). Ghosh, Saurabh ; Srivastava, Sauhard ; Nath, Siddhartha. In: MPRA Paper. RePEc:pra:mprapa:110913.

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2022The Imperialism of International Currency. (2022). Rahman, Abdurrahman Arum. In: MPRA Paper. RePEc:pra:mprapa:111583.

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2021.

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2021Indicators of monetary policy stance and financial conditions: an overview. (2021). Iskrev, Nikolay ; Soares, Carla ; Loureno, Rita Fradique. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202101.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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2022The interdependence of Fiscal and Monetary Policies in an Emerging economy: The case of Uruguay. (2022). Bucacos, Elizabeth. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:11:y:2022:i:1:p:19-33.

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2022The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach. (). Herrenbrueck, Lucas ; Geromichalos, Athanasios. In: Review of Economic Dynamics. RePEc:red:issued:19-205.

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2022A fiscal theory of monetary policy with partially repaid long-term debt. (). Cochrane, John. In: Review of Economic Dynamics. RePEc:red:issued:20-44.

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2021What drives inflation and how? Evidence from additive mixed models selected by cAIC. (2021). Rossi, Enzo ; Volkmann, Alexander. In: Working Papers. RePEc:snb:snbwpa:2021-12.

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2021Fixed income mutual fund performance during and after a crisis: a Canadian case. (2021). Shah, Meet ; Samarbakhsh, Laleh. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09541-z.

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2021Macroeconomic disasters and forward-looking consumers: historical evidence and evidence from the Covid-19 pandemic. (2021). Sadaba, Barbara ; Pozzi, Lorenzo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210030.

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2022Monetary policy during unbalanced global recoveries. (2022). Romei, Federica ; Fornaro, Luca. In: Economics Working Papers. RePEc:upf:upfgen:1814.

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2022Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years. (2022). Lambrias, Kyriacos ; Kontogeorgos, G. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:213-229.

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2021Generalized Stability of Monetary Unions Under Regime Switching in Monetary and Fiscal Policies. (2021). Bonam, Dennis ; Hobijn, Bart. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:73-94.

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2021Assessing the Gains from International Macroprudential Policy Cooperation. (2021). Pereira da Silva, Luiz Awazu ; Gambacorta, Leonardo ; Kharroubi, Enisse ; Jackson, Timothy ; Agenor, Pierrerichard ; Lombardo, Giovanni. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:7:p:1819-1866.

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2022How should central banks react to household inflation heterogeneity?. (2022). Stempel, Daniel ; Neyer, Ulrike. In: DICE Discussion Papers. RePEc:zbw:dicedp:378.

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2021Law of one price: BigMac versus Fortnite - A note. (2021). Schober, Timo ; Pierdzioch, Christian ; Stadtmann, Georg. In: Discussion Papers. RePEc:zbw:euvwdp:421.

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Works by Robert E. Cumby:

YearTitleTypeCited
2001Is the Price Level Determined by the Needs of Fiscal Solvency? In: American Economic Review.
[Full Text][Citation analysis]		article287
1998Is the Price Level Determined by the Needs of Fiscal Solvency?.(1998) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 287		paper
1998Is the Price Level Determined by the Needs of Fiscal Solvency?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 287		paper
2000Emerging Market Debt : Measuring Credit Quality and Examining Relative Pricing In: Working Papers.
[Citation analysis]		paper9
2001Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing.(2001) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2001Emerging market debt: measuring credit quality and examining relative pricing.(2001) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2012Monetary policy and the natural rate of interest In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter5
2015Monetary Policy and the Natural Rate of Interest.(2015) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
1981A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis. In: Journal of Finance.
[Full Text][Citation analysis]		article61
1990 Evaluating the Performance of International Mutual Funds. In: Journal of Finance.
[Full Text][Citation analysis]		article137
1996Relative Labour Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries In: CEPR Discussion Papers.
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1999Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries.(1999) In: Journal of International Economics.
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1996Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries.(1996) In: NBER Working Papers.
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1998Fiscal Discipline and Exchange Rate Regimes In: CEPR Discussion Papers.
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2008Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework In: CEPR Discussion Papers.
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2008Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework.(2008) In: Journal of Money, Credit and Banking.
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2008Monetary aggregates and liquidity in a neo-Wicksellian framework.(2008) In: Working Paper Research.
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2008Monetary Aggregates and Liquidity in a Neo-Wicksellian Framework.(2008) In: NBER Working Papers.
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2008Monetary and Fiscal Policy Coordination when Bonds Provide Transactions Services In: CEPR Discussion Papers.
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2001Fiscal Discipline and Exchange Rate Systems. In: Economic Journal.
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1992Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions. In: Econometrica.
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1990Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions.(1990) In: NBER Technical Working Papers.
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2011The role of liquid government bonds in the great transformation of American monetary policy In: Journal of Economic Dynamics and Control.
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2018The forward fiscal guidance puzzle and a resolution In: Journal of Economic Dynamics and Control.
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1983Two-step two-stage least squares estimation in models with rational expectations In: Journal of Econometrics.
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1983Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations.(1983) In: NBER Technical Working Papers.
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1983Trade credit, exchange controls, and monetary independence : Evidence from the United Kingdom In: Journal of International Economics.
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1983The international monetary system: A time of turbulence : Jacob S. Dreyer, Gottfried Haberler and Thomas D. Willett, eds., (American Enterprise Institute, Washington, D.C., 1982) pp, iii+523, $14.95 In: Journal of International Economics.
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1985Exchange rates and international macroeconomics : Jacob A. Frenkel, ed., (University of Chicago Press for the National Bureau of Economic Research, Chicago, 1984) pp. x + 362, $43.00 In: Journal of International Economics.
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1989Financial policy and speculative runs with a crawling peg: Argentina 1979-1981 In: Journal of International Economics.
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1987Finanial Policy and Speculative Runs with a Crawling Peg: Argentina 1979-1981.(1987) In: NBER Working Papers.
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2005The need for international policy coordination: whats old, whats new, whats yet to come? In: Journal of International Economics.
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2002The Need for International Policy Coordination: Whats Old, Whats New, Whats Yet to Come?.(2002) In: NBER Working Papers.
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1991The predictability of real exchange rate changes in the short and long run In: Japan and the World Economy.
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1990The Predictability of Real Exchange Rate Changes in the Short and Long Run.(1990) In: NBER Working Papers.
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1994International asset allocation with time varying risk: an analysis and implementation In: Japan and the World Economy.
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1987Testing for market timing ability : A framework for forecast evaluation In: Journal of Financial Economics.
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2013Key currency status: An exorbitant privilege and an extraordinary risk In: Journal of International Money and Finance.
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1984Monetary policy under dual exchange rates In: Journal of International Money and Finance.
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1984Monetary Policy Under Dual Exchange Rates.(1984) In: NBER Working Papers.
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1986The international linkage of real interest rates: The European-US connection In: Journal of International Money and Finance.
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1984The International Linkage of Real Interest Rates: The European - U.S. Connection.(1984) In: NBER Working Papers.
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1990Consumption risk and international equity returns: some empirical evidence In: Journal of International Money and Finance.
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2010The Interaction Between Monetary and Fiscal Policy In: Handbook of Monetary Economics.
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1988Is it risk? : Explaining deviations from uncovered interest parity In: Journal of Monetary Economics.
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1987Is it Risk? Explaining Deviations from Uncovered Interest Parity.(1987) In: NBER Working Papers.
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1992Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples In: Journal of Monetary Economics.
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2007Euler equations and money market interest rates: A challenge for monetary policy models In: Journal of Monetary Economics.
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2016Optimal money and debt management: Liquidity provision vs tax smoothing In: Journal of Monetary Economics.
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1981Capital mobility and the scope for sterilization: Mexico in the 1970s In: International Finance Discussion Papers.
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1983Capital Mobility and the Scope for Sterilization: Mexico in the 1970s.(1983) In: NBER Chapters.
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1981Capital Mobility and the Scope for Sterilization: Mexico in the 1970s.(1981) In: NBER Working Papers.
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2005Price- and wage- inflation targeting: variations on a theme by Erceg, Henderson, and Levin In: Proceedings.
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2002Should the European Central Bank and the Federal Reserve be concerned about fiscal policy? In: Proceedings - Economic Policy Symposium - Jackson Hole.
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1986Estimation of the optimal futures hedge In: Research Working Paper.
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1988Estimation of the Optimal Futures Hedge..(1988) In: The Review of Economics and Statistics.
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1997Conceptual and Methodological Issues in the Measurement of Capital Flight. In: International Journal of Finance & Economics.
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2006New Keynesian Explanations of Cyclical Movements in Aggregate Inflation and Regional Inflation Differentials In: Open Economies Review.
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2013Addressing International Empirical Puzzles: the Liquidity of Bonds In: Open Economies Review.
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2014Optimal Exchange Intervention in an Inflation Targeting Regime: Some Cautionary Tales In: Open Economies Review.
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2007The Cost of Nominal Rigidity in NNS Models In: Journal of Money, Credit and Banking.
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2006How Do Monetary and Fiscal Policy Interact in the European Monetary Union? In: NBER Chapters.
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2005How Do Monetary and Fiscal Policy Interact in the European Monetary Union?.(2005) In: NBER Working Papers.
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1997Testing Models of the Trade Policy Process: Antidumping and the New Issues In: NBER Chapters.
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2010Comment on Currency Carry Trades In: NBER Chapters.
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1984International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence In: NBER Chapters.
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1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence.(1982) In: NBER Working Papers.
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1980Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis In: NBER Working Papers.
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2004The Cost of Nominal Inertia in NNS Models In: NBER Working Papers.
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2008The Macroeconomic Implications of a Key Currency In: NBER Working Papers.
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2008 Macroeconomic Implications of a Key Currency.(2008) In: CDMA Conference Paper Series.
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1987On the Definition and Magnitude of Recent Capital Flight In: NBER Working Papers.
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1987Consumption Risk and International Asset Returns: Some Empirical Evidence In: NBER Working Papers.
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1996Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get With McParity? In: NBER Working Papers.
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1998Trends in European Productivity: Implications for Real Exchange Rates, Real Interest Rates and Inflation Differentials In: Working Papers.
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1995The Term Structure of Credit Risk: Estimates and Specification Tests In: Working Papers.
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2011Comment In: NBER International Seminar on Macroeconomics.
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2017Should the Federal Reserve Pay Competitive Interest on Reserves? In: Journal of Money, Credit and Banking.
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